ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-255 |
115-022 |
-0-233 |
-0.6% |
115-052 |
| High |
115-270 |
115-057 |
-0-213 |
-0.6% |
116-082 |
| Low |
114-287 |
114-277 |
-0-010 |
0.0% |
114-272 |
| Close |
114-300 |
115-027 |
0-047 |
0.1% |
115-027 |
| Range |
0-303 |
0-100 |
-0-203 |
-67.0% |
1-130 |
| ATR |
0-212 |
0-204 |
-0-008 |
-3.8% |
0-000 |
| Volume |
341,296 |
452,998 |
111,702 |
32.7% |
1,837,832 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-314 |
115-270 |
115-082 |
|
| R3 |
115-214 |
115-170 |
115-054 |
|
| R2 |
115-114 |
115-114 |
115-045 |
|
| R1 |
115-070 |
115-070 |
115-036 |
115-092 |
| PP |
115-014 |
115-014 |
115-014 |
115-024 |
| S1 |
114-290 |
114-290 |
115-018 |
114-312 |
| S2 |
114-234 |
114-234 |
115-009 |
|
| S3 |
114-134 |
114-190 |
115-000 |
|
| S4 |
114-034 |
114-090 |
114-292 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-197 |
118-242 |
115-274 |
|
| R3 |
118-067 |
117-112 |
115-151 |
|
| R2 |
116-257 |
116-257 |
115-110 |
|
| R1 |
115-302 |
115-302 |
115-068 |
115-214 |
| PP |
115-127 |
115-127 |
115-127 |
115-083 |
| S1 |
114-172 |
114-172 |
114-306 |
114-084 |
| S2 |
113-317 |
113-317 |
114-264 |
|
| S3 |
112-187 |
113-042 |
114-223 |
|
| S4 |
111-057 |
111-232 |
114-100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-082 |
114-272 |
1-130 |
1.2% |
0-229 |
0.6% |
17% |
False |
False |
367,566 |
| 10 |
116-235 |
114-272 |
1-283 |
1.6% |
0-214 |
0.6% |
12% |
False |
False |
367,336 |
| 20 |
116-235 |
114-122 |
2-113 |
2.0% |
0-192 |
0.5% |
30% |
False |
False |
342,684 |
| 40 |
116-235 |
112-125 |
4-110 |
3.8% |
0-205 |
0.6% |
62% |
False |
False |
360,060 |
| 60 |
117-030 |
112-125 |
4-225 |
4.1% |
0-186 |
0.5% |
57% |
False |
False |
256,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-162 |
|
2.618 |
115-319 |
|
1.618 |
115-219 |
|
1.000 |
115-157 |
|
0.618 |
115-119 |
|
HIGH |
115-057 |
|
0.618 |
115-019 |
|
0.500 |
115-007 |
|
0.382 |
114-315 |
|
LOW |
114-277 |
|
0.618 |
114-215 |
|
1.000 |
114-177 |
|
1.618 |
114-115 |
|
2.618 |
114-015 |
|
4.250 |
113-172 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-020 |
115-164 |
| PP |
115-014 |
115-118 |
| S1 |
115-007 |
115-072 |
|